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Second this. Play a game on historical mode (literally just a checkbox when you start a new game) and follow along. Figure out how to set up frontlines, do attack orders, etc.
It will take you a good several games before you really figure out how to use everything at your disposal. Dont worry about winning or losing the war and just focus on doing the best you can. There are a bazillion mods that make hoi4 endlessly replayable but none of them are going to be fun until you get the basics down.
Naval shit is generally super annoying so I’d recommend just focusing on ground forces and air.
Naval shit is generally super annoying
I almost never mess with the stuff from Man the Guns, in fact keeping up with unit upgrades generally requires way too much micromanagement for me to ever want to do it (even if it can be super effective ie making really cheap mine-laying submarines), but the basics of fleet deployment and reinforcement can be automated if you set your fleets up right.
Air combat really bugs me though. I want to tell my planes to fly missions within their fuel range, but the way the skies are divvied up into “air zones” is really counter-intuitive. Plus there’s the boring micromanagement demanded of you if you want to use carriers, moving your fleet and the reassigning air orders every single time.